Anic Equity¶

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Total return since start: 0.556 %¶

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Equity now: -----------------------------> 47532.48 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 46137.63 Kr¶

PnL: ---------------------------------------> -750.94 Kr¶

DD now: ---------------------------------> -2.257 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-13 17:19:50.156694'

Anic Portfolio¶

Today¶

Return: -0.71 %¶

This Week¶

Return: -1.299 %¶

Total¶

Return: 55.609 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Beijer Electronics Group 26 -2.570000 3156.400000 185.400000 6.240000 2971.000006
HEBA B 70 -0.630000 2779.000000 143.000000 5.420000 2636.000010
Samhällsbyggnadsbo. i Norden B 20 -0.190000 424.600000 69.600000 19.610000 355.000000
Corem Property Group B 59 -2.150000 643.690000 66.690000 11.560000 576.999999
HMS Networks 2 -1.170000 707.200000 34.200000 5.080000 673.000000
FM Mattsson Mora Group B 50 1.720000 2950.000000 23.000000 0.790000 2927.000000
Coor Service Management Hold. 8 0.440000 546.800000 14.800000 2.780000 532.000000
Karnov Group 9 3.560000 549.900000 13.900000 2.590000 536.000004
Samhällsbyggnadsbo. i Norden D 12 1.600000 259.680000 13.680000 5.560000 246.000000
Boozt 12 2.130000 1665.600000 11.600000 0.700000 1653.999996
Eastnine 4 -1.410000 502.400000 11.400000 2.320000 491.000000
OEM International B 7 -1.910000 538.300000 10.300000 1.950000 527.999997
Resurs Holding 22 -0.150000 582.780000 8.780000 1.530000 573.999998
Norva24 Group 16 -4.220000 551.680000 8.680000 1.600000 543.000000
Midsona B 63 -2.400000 590.310000 7.310000 1.250000 582.999984
MedCap 2 -0.930000 426.000000 5.000000 1.190000 421.000000
Intrum 4 -0.820000 531.600000 4.600000 0.870000 527.000000
Essity A 4 0.170000 1152.000000 3.000000 0.260000 1149.000000
AcadeMedia 12 0.820000 559.440000 2.440000 0.440000 557.000004
Essity B 2 -0.620000 576.400000 2.400000 0.420000 574.000000
Fastighetsbolag. Emilshus Pref 21 -3.070000 563.850000 1.850000 0.330000 562.000005
Creaspac SPAC 6 0.210000 578.400000 1.400000 0.240000 577.000002
Handelsbanken A 5 -1.930000 546.250000 0.250000 0.050000 546.000000
Swedbank A 3 -1.500000 561.600000 -2.400000 -0.430000 564.000000
Securitas B 6 -0.660000 563.280000 -6.720000 -1.180000 570.000000
Nordea Bank Abp 29 -1.430000 3441.140000 -12.860000 -0.370000 3453.999992
CTEK 13 0.480000 515.580000 -18.420000 -3.450000 533.999999
International Petroleum Corp. 5 1.760000 521.500000 -73.070000 -12.290000 594.565215
Vivesto 1368 -3.660000 533.250000 -79.750000 -13.010000 612.999432
SAAB B 8 -0.560000 3281.600000 -95.400000 -2.820000 3377.000000
Sampo Oyj SDB 7 -0.830000 3745.000000 -105.000000 -2.730000 3850.000000
OX2 18 -0.290000 1539.900000 -124.100000 -7.460000 1663.999992
Axfood 13 -0.650000 3555.500000 -200.500000 -5.340000 3756.000001
Fasadgruppen Group 35 -1.380000 3507.000000 -304.000000 -7.980000 3810.999990
Ovzon 52 -1.200000 2990.000000 -372.000000 -11.060000 3361.999992
TOTAL 46137.630000 -750.940000 -2.25666% 46888.564618

Updated:¶

'2023-01-13 17:20:02.751799'
None

Last optimization/rebalancing:¶

'2022-12-04'

Next optimization/rebalancing:¶

'2023-01-13'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶